CaT Quant - Computer-aided Trading

Cumulative Return

-

From chart-normalized curve

Max Drawdown

-

On indexed equity curve

Avg Day

-

Average daily return

Best Day

-

Highest daily return

Worst Day

-

Lowest daily return

Win Days

-

Positive days / total

Equity Curve

System vs SPY, both set to 100 on the first visible chart date

System Summary

Days

-

Active Days

-

Trades

-

Avg Trades / Day

-

Gross Return

-

Costs

-

Net Return

-

SPY Return

-

Excess Return

-

Avg Day

-

Daily Win Rate

-

Trade Win Rate

-

Positive Days

-

Negative Days

-

Daily Return %

Per report day

Drawdown %

From equity curve peak

Daily Records

Source: data.json

Date	PDF	Trades	Gross %	Costs %	Net %	Ret %	Win %	Not Closed